+138.4%
OUST vs BAM
+84.5%
+53.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -3.0% | -6.0% | -6.0% |
| 7D | -5.0% | +7.9% | -13.0% | -11.8% |
| 30D | -32.0% | +16.0% | -48.1% | -41.6% |
| 3M | -32.4% | +0.6% | -33.0% | -33.4% |
| 6M | +6.7% | +10.5% | -3.8% | -5.4% |
| YTD | +41.0% | +3.2% | +37.8% | +33.7% |
| 1Y | +18.0% | +1.0% | +16.9% | +15.0% |
| 3Y | +560.6% | +84.2% | +476.4% | +246.9% |
| All | +138.4% | +84.5% | +53.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling